It's mostly because US is a big place (lng/lat diversity) and folks are rather mobile within it's borders. So, it becomes common to hear stories of the Floridian that moved to Seattle and how depressing it is.
The first winter I was in Hamburg, I think we got 10 hours of sun all of December.
(In Berlin we often have a non-stop gray sky pretty often from somewhere in December to "mid" or so February with just a few days exceptions, especially January is super painful. I honestly would prefer shorter colder but clear-skyed days with snow).
I do NOT understand the complaining, I'm sorry. First of all, "grey" isn't dark - grey overcast days are still plenty bright. Blue skies are lovely, sure. But you know what every place I've lived in gets for all that rain? LUSH, GREEN FOILAGE. Grass, trees, everywhere. LIFE.
You know what else comes with all that rain? Temperate climates. It's never too hot or too cold. We don't need airconditioning in the summer (except for a couple of days), nor have to shovel snow in the winter (except for a couple of days).
I look at something like Arizona that people rave about the climate over and I see dusty desolate deserts, where people have to spend exhorbitant amounts of water to keep tiny patches of parks and grasses alive.
I understand comparing tropical oceanfront climates like Florida and California unfavourably - there is a reason we think of these areas as vacation getaway hotspots. But most people complaining aren't from those climates - they are just from other parts of the world that are more "seasonal" and so they expect big snowstorms in the winter, and long hot days without rain in the summer. But all complaints about needing the sun, or the lack of vitamin D, are all subjective personal experiences.
Having grown up and lived with it all my life, I think it's highly offensive how people complain about the rain without acknowledging all the benefits that it brings.